Runs: A method for detecting 'rhythms' in prices by Clifford J. Sherry, Ph.D.
ARTICLE SYNOPSIS...Runs: A method for detecting 'rhythms' in prices by Clifford J. Sherry, Ph.D.
Do runs or clusterings of like observations, such as 'rhythms' of price increases or decreases, occur by
chance alone or is there some deterministic process at work? Statistic
AUTHOR: Clifford J. Sherry, Ph.D.DATE: SEP 1986